There is no difference between a thought we know how to express in words and one we don't. There is a difference, but it is not between the thoughts.
We use words to refer not to actual things in the world, but to what we have in mind, whether imaginary or real, so we can agree on the use of a word as long as we can make sure what it is we are all talking about.
This is easy when we talk about material objects. We just have to point them out and speak out the words we use. It is much more difficult when we talk about imaginary things, but the assumption should be that we can figure out that we are talking about the same thing whenever we are at least broadly talking about the same thing, even though it may be imaginary.
It seems reasonable to assume for example that people can get to agree on the word "God" even though no one can point out what the word "God" is used to refer to. This is probably a very approximate process but the crucial point seems to be that people feel satisfied that they are talking about the same thing, even if this is not necessarily entirely the case. After all, there is considerable room for interpretation whenever anyone use the word "God".
So there is in principle no difficulty expressing our thoughts essentially because we can make up new words to talk about them. The difficulty starts with making other people understand what it is we are talking about. This process can only be successful if the other person is able to have broadly the same thought as we do, whatever the reason for that. Imaginary things will inevitably require more explanations. For example, mathematical thinking requires years of training and not everybody will understand all mathematical thoughts.
There are thoughts that are so elusive and vague that we are not able to recognise if ever we have them on different occasions, and I doubt that anyone would try to describe a thought that is not recurrent and recognised as such. If it is recurrent, it is also more likely that other people will experience similar thoughts, in which case they may be able to understand someone else talking about them. But thoughts that are elusive and vague probably remain unspoken for lack of being recognised by the subject.
It is also unlikely that we would have thoughts wholly unrelated to anything else we are able to think about, except perhaps whenever we experience situations that are effectively entirely new to us, be it in the real world or inside our head, so to speak. Some mental illnesses may give rise to all sorts of very strange thoughts that the subject might be unable to articulate. However, people with the same illness, left to their own devices, would over time probably evolve the common vocabulary necessary to talk about thoughts that are common to them.
The difficulty is in having the thought. Words do not describe things in the sense that a painting does. A word is only a label, a proxy to refer to an idea or a thought. We can only understand each other when we share similar ideas. Once we share some idea, it is relative easy to come up with the vocabulary necessary to talk about it. Thus, as long as we can come up with a thought, one whose recurrence we are able to recognise, it is likely that we should be able to talk about it, at least in principle.